Work

Probabilistic Fréchet means for time varying persistence diagrams

Year: 2015
Type: article
Abstract: In order to use persistence diagrams as a true statistical tool, it would be very useful to have a good notion of mean and variance for a set of diagrams. In [23], Mileyko and his collaborators made the first study of the properties of the Fréchet mean in $(\mathcal{D}_{p},W_{p})$, the space of persistence diagrams equipped with the p-th Wasserstein metric. In particular, they showed that the Fréchet mean of a finite set of diagrams always exists, but is not necessarily unique. The means of a continuously-varying set of diagrams do not themselves (necessarily) vary continuously, which presents obvious problems when trying to extend the Fréchet mean definition to the realm of time-varying persistence diagrams, better known as vineyards. We fix this problem by altering the original definition of Fréchet mean so that it now becomes a probability measure on the set of persistence diagrams; in a nutshell, the mean of a set of diagrams will be a weighted sum of atomic measures, where each atom is itself a persistence diagram determined using a perturbation of the input diagrams. This definition gives for each $N$ a map $(\mathcal{D}_{p})^{N}\to\P(\mathcal{D}_{p})$. We show that this map is Hölder continuous on finite diagrams and thus can be used to build a useful statistic on vineyards.
Language: English
Open Access status: gold
Estimated APC paid: $675
OpenAlex ID: W1819250359
FWCI: 8.032
Cites: 36
Cited by: 59
Related to: 10